All java supported Platforms:
FileConv can be run by simply executing:
java -jar fileconv.jar
from shell or DOS
If that doesn't work, try this:
java -jar fileconv.jar fileconvert.LoaderUI
Simply doubleclick on fileconv.jar after downloading it.
Note that the showData option in the file menu will do nothing if you do this because there will be no place for the program to ouput.
If you wish to use this option run follow instructions from All java supported Platforms.